Angrist (2001)

Estimation of Limited Dependent Variable Models with Dummy Endogenous
Regressors: Simple Strategies for Empirical Practice

Notes: The programs and data sets available here will produce the results in Tables 1-3. There is code available for all estimates except the standard errors in column 4 of Table 2. Note that many of the standard errors in this paper as well as some coefficient estimates were constructed with a stochastic element that cannot be reproduced exactly (recoding 1% of twins; bootstrap samples).

Programs: Click the links to download the program files:

    * table1.zip contains the Stata .do file and log files that produce the results in Table 1
    * table2_post.rar contains the Stata .do files and SAS files that produce the results in Table 2. See enclosed program key for further detail.
    * table3.rar contains the Stata .do files that produce Table 3
    * Standard errors.rar contains programs that create standard errors for Table 2 columns 3,5,6 and Table 3 columns 5,6,8. See enclosed "TABLE KEY" file for additional detail.

Data: Click the links to download the data sets:

    * pums80m.dta.Z contains the 1980 census file read by most of the programs
    * abadie5.rar contains data for coefficients in Table 2, column 4
    * abadie.dta.Z contains data for coeffiicients in Table 3
    * bstrap.dta.Z contains data to create bootstrapped standard errors